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A. R. Pagan

18 works· latest 2015· 5 institutionscluster: provisional

h-index18

i1018

Citations1,951

Works here18

Most cited in this library

A simple framework for analysing bull and bear markets2002 · 593 citations
A Survey of Some Recent Econometric Methods1989 · 144 citations
A multivariate latent factor decomposition of international bond yield spreads2000 · 141 citations
Dynamic Specification2000 · 134 citations
Resolving the Liquidity Effect1995 · 120 citations

Works

18 shown

Econometric Methods for Modelling Systems With a Mixture ofi(1) andi(0) Variables

Journal of Applied Econometrics·2015·3 authors

26citations

Econometric analysis of structural systems with permanent and transitory shocks

Journal of Economic Dynamics and Control·2008·2 authors

92citations

The Econometrics of the New Keynesian Policy Model: Introduction*

Oxford Bulletin of Economics and Statistics·2004·2 authors·Open access

49citations

A simple framework for analysing bull and bear markets

Journal of Applied Econometrics·2002·2 authors·Open access

593citations

A multivariate latent factor decomposition of international bond yield spreads

Journal of Applied Econometrics·2000·3 authors·Open access

141citations

Dynamic Specification

·2000·3 authors·chapter

Shocking Stories

Journal of Economic Surveys·1998·3 authors

64citations

Structural Models of the Liquidity Effect

The Review of Economics and Statistics·1998·2 authors

114citations

4 Modeling the term structure

Handbook of statistics·1996·2 authors·chapter

52citations

Resolving the Liquidity Effect

·1995·2 authors·Open access

120citations

Australian Stock Market Volatility: 1875–1987*

Economic Record·1993·2 authors

63citations

Testing for covariance stationarity in stock market data

Economics Letters·1990·2 authors

111citations

A Survey of Some Recent Econometric Methods

The Economic Journal·1989·2 authors

144citations

How Reliable are ORANI Conclusions?*

Economic Record·1987·1 author

42citations

The Theory of Economic Policy. Statics and Dynamics.

The Economic Journal·1985·3 authors·other

40citations

Assessing the Variability of Inflation

The Review of Economic Studies·1983·2 authors

91citations

POLYNOMIAL DISTRIBUTED LAGS: A UNIFIED TREATMENT

The economic studies quarterly/Economic studies quarterly/Kikan riron keizaigaku·1979·2 authors·Open access

51citations